Bayesian Claims Reserving Methods in Non-life Insurance with Stan:An Introduction

数学史

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1431.25
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出  版 社
出版时间
2019年01月17日
装      帧
ISBN
9789811336089
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页      码
205
开      本
9.21 x 6.14 x 0.56
语      种
英文
版      次
2018
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图书简介
This book first provides a review of various aspects of Bayesian statistics. It then investigates three types of claims reserving models in the Bayesian framework: chain ladder models, basis expansion models involving a tail factor, and multivariate copula models. For the Bayesian inferential methods, this book largely relies on Stan, a specialized software environment which applies Hamiltonian Monte Carlo method and variational Bayes.
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